+3.9%
PEP vs IAU
+139.7%
-135.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.7% | +0.3% | +0.3% | +0.6% |
| 3M | -0.5% | +0.7% | -1.2% | -0.5% |
| 6M | -11.3% | -15.5% | +4.2% | -10.7% |
| YTD | -0.6% | +1.0% | -1.6% | -0.9% |
| 1Y | +1.7% | +19.6% | -17.9% | +0.5% |
| 3Y | -12.5% | +125.4% | -137.9% | -19.7% |
| 5Y | +3.9% | +140.7% | -136.9% | -8.3% |
| All | +3.9% | +139.7% | -135.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling